Quadratic Variation: Martingales and Stochastic Integrals

Related lectures (32)

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Covers stochastic integrals, emphasizing isometry and continuity properties in martingales and different spaces.

Explores stochastic processes in continuous time, emphasizing Brownian motion and related concepts.

Covers stochastic integration, process bracket, martingales, and variations in submartingales.

Covers Stochastic Calculus, focusing on Itô's Formula, Stochastic Differential Equations, martingale properties, and option pricing.

Explores stochastic calculus, emphasizing integrals, processes, martingales, and Brownian motion.

Explores sub- and supermartingales, stopping times, and their applications in stochastic processes.

Covers martingales, stochastic integration, and localizing processes using stopping times.

Covers the proof and recap of the martingale convergence theorem, focusing on the conditions for the existence of a random variable.

Provides an overview of stochastic calculus and its applications in interest rate models and financial modeling.

Explores the construction of Brownian motion with continuous trajectories and the dimension of its zero set.